Prosus NV (PROSY)
7.92
-0.14
(-1.74%)
USD |
OTCM |
Nov 22, 10:55
Prosus Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| VEON Ltd | 92.06% |
| Nebius Group NV | 80.16% |
| Koninklijke KPN NV | 44.65% |
| Universal Music Group NV | -- |
| AFC Ajax NV | 46.33% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.195 |
| Beta (5Y) | 0.6824 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.14% |
| Historical Sharpe Ratio (5Y) | 0.0858 |
| Historical Sortino (5Y) | 0.164 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.25% |